[ADMB Users] Examples of multilevel multiprocess model

[Shige Song]

Dear Hans,

Many thanks for the response. I have about 40,000 mothers and about 150,000
children. For each child, we know whether s/he has survived to age 10 and,
if not, age at death. Now I want to estimate a joint model with three random
intercept logistic regression on (1) if a child died at infancy (age at
death <1), (2) if a child died in age 1-5, and (3) if a child died in age
6-10. It is easy to estimate these models separately, assuming Gaussian,
non-Gaussian, or a non-parametric heterogeneity at mother-level. The
difficulty arises when I try to estimate these equations jointly. For
multivariate Gaussian heterogeneity, there is aML and Sabre (in theory
GLLAMM can also do it but it is too slow to be practical); but none of them
handles multivariate non-Gaussian heterogeneity. ADMB seems to be the only
hope at this moment (besides programming the whole thing in Fortran).

In this particular case, the joint model is important because the
correlations between the heterogeneity terms are of substantive interest.

Best,
Shige

On Mon, Jun 1, 2009 at 11:10 PM, H. Skaug <hskaug at gmail.com> wrote:

> Shige,
>
> multivariate log-normal for the unobserved hetegeineity is OK, but you
> need to give us a brief summary of your model, including the number of
> "individuals", if you want more detailed feedback
>
> The largest collection of latent variable models in ADMB is found here:
>
> http://www.otter-rsch.com/admbre/examples.html
>
> Hans
>
>
> On Sun, May 31, 2009 at 12:50 AM, Shige Song <shigesong at gmail.com> wrote:
> > Dear All,
> >
> > I am trying to port an analysis from aML to ADMB. This is a multilevel
> > multiprocess model (some people call it multivariate multilevel model) of
> > child mortality. I am jointly modeling infant mortality (death before age
> > one), mortality between age 1-10, and mortality between age 11-20.
> Because
> > aML assumes a multivariate normal distribution for the unobserved
> > heterogeneity terms, some reviwers think my results are minly driven by
> this
> > distributional assumption. I would like to try alternative distribution
> > assumption for these unobserved hetegeineity terms such as multivariate
> > log-normal or multivariate t. ADMB seems to be the only softare choice
> for
> > this.
> >
> > It will be really great if there is an example of multilevel multiprocess
> > model using ADMB so that I can tailor it to suite my own research needs.
> Can
> > anybody help me with this?
> >
> > Many thanks.
> >
> > Best,
> > Shige
> >
> > _______________________________________________
> > Users mailing list
> > Users at admb-project.org
> > http://lists.admb-project.org/mailman/listinfo/users
> >
> >
>
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